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From "devl (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-815) Multivariate Normal Distribution
Date Wed, 11 Jul 2012 11:36:34 GMT

    [ https://issues.apache.org/jira/browse/MATH-815?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13411407#comment-13411407
] 

devl commented on MATH-815:
---------------------------

This is a really welcome addition and would certainly open commons math to the MCMC community.
Sampling would be really excellent as well is possible.
                
> Multivariate Normal Distribution
> --------------------------------
>
>                 Key: MATH-815
>                 URL: https://issues.apache.org/jira/browse/MATH-815
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Jared Becksfort
>            Priority: Minor
>   Original Estimate: 1m
>  Remaining Estimate: 1m
>
> I will submit a class for Multivariate Normal Distributions.  Not sure if it will allow
sampling initially.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions, multivariate
normal mixture models, and an expectation maximization fitting class for the mixture model.
 I would like to submit it to Apache Commons Math.  I still have some touching up to do so
that they fit the style guidelines and implement the correct interfaces.  Before I do so,
I thought I would at least ask if the developers of the project are interested in me submitting
them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also include unit
tests (refer to the current ones for examples). The best would be to split a submission up
into multiple minor ones, each covering a natural submission (e.g. multivariate Normal distribution
in one submission), and create an issue as described at http://commons.apache.org/math/issue-tracking.html
.
> If you run into any problems, please do not hesitate to ask on this mailing list.
> Cheers, Mikkel.

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